An Application of Deep Reinforcement Learning to Algorithmic Trading.
Thibaut ThéateDamien ErnstPublished in: CoRR (2020)
Keyphrases
- reinforcement learning
- function approximation
- multi agent
- electronic commerce
- trading systems
- model free
- state space
- multi agent reinforcement learning
- learning algorithm
- markov decision processes
- machine learning
- learning agents
- function approximators
- deep learning
- reinforcement learning algorithms
- optimal control
- optimal policy
- temporal difference
- financial markets
- transfer learning
- trading strategies
- learning process
- reinforcement learning methods
- data mining
- stock trading
- robotic control